+196.8%
DKS vs WY
+7.6%
+189.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -3.0% | -4.2% | +1.2% | -0.7% |
| 30D | -33.4% | -10.1% | -23.3% | -29.5% |
| 3M | -39.4% | -8.5% | -30.9% | -36.7% |
| 6M | -30.1% | -3.3% | -26.8% | -29.4% |
| YTD | -31.0% | -4.4% | -26.6% | -30.3% |
| 1Y | -40.2% | -11.5% | -28.7% | -37.1% |
| 3Y | +30.9% | -24.3% | +55.3% | +48.0% |
| 5Y | +14.0% | -21.3% | +35.3% | +26.1% |
| All | +196.8% | +7.6% | +189.2% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling